spinyReg: Sparse Generative Model and Its EM Algorithm

Implements a generative model that uses a spike-and-slab like prior distribution obtained by multiplying a deterministic binary vector. Such a model allows an EM algorithm, optimizing a type-II log-likelihood.

Getting started

Package details

AuthorCharles Bouveyron, Julien Chiquet, Pierre Latouche, Pierre-Alexandre Mattei
MaintainerJulien Chiquet <julien.chiquet@gmail.com>
LicenseGPL (>= 2)
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("spinyReg", repos="http://R-Forge.R-project.org")

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spinyReg documentation built on May 2, 2019, 6:08 p.m.